//+------------------------------------------------------------------+ //| DMI_Engine.mqh | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.10" // Upgraded with strict internal chronological sorting safeguards #property description "Core engine for Directional Movement Index calculations." #ifndef DMI_ENGINE_MQH #define DMI_ENGINE_MQH #include //+==================================================================+ //| CLASS 1: CDMIEngine (Base Class) | //+==================================================================+ class CDMIEngine { protected: int m_period; //--- Persistent Buffers double m_pDM[], m_nDM[], m_TR[]; double m_smoothed_pdm[], m_smoothed_ndm[], m_smoothed_tr[]; //--- Internal Price Buffers (for TR calculation) double m_high[], m_low[], m_close[]; //--- Virtual Prepare (Standard vs HA) virtual void PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]); public: CDMIEngine(void) {}; virtual ~CDMIEngine(void) {}; bool Init(int period); int GetPeriod(void) const { return m_period; } //--- Main Calculation void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &pdi_buffer[], double &ndi_buffer[]); }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CDMIEngine::Init(int period) { m_period = (period < 1) ? 1 : period; return true; } //+------------------------------------------------------------------+ //| Main Calculation | //+------------------------------------------------------------------+ void CDMIEngine::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &pdi_buffer[], double &ndi_buffer[]) { if(rates_total < m_period) return; int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; // Resize Buffers and force strict chronological sorting if(ArraySize(m_pDM) != rates_total) { ArrayResize(m_pDM, rates_total); ArrayResize(m_nDM, rates_total); ArrayResize(m_TR, rates_total); ArrayResize(m_smoothed_pdm, rates_total); ArrayResize(m_smoothed_ndm, rates_total); ArrayResize(m_smoothed_tr, rates_total); ArrayResize(m_high, rates_total); ArrayResize(m_low, rates_total); ArrayResize(m_close, rates_total); ArraySetAsSeries(m_pDM, false); ArraySetAsSeries(m_nDM, false); ArraySetAsSeries(m_TR, false); ArraySetAsSeries(m_smoothed_pdm, false); ArraySetAsSeries(m_smoothed_ndm, false); ArraySetAsSeries(m_smoothed_tr, false); ArraySetAsSeries(m_high, false); ArraySetAsSeries(m_low, false); ArraySetAsSeries(m_close, false); } // 1. Prepare Data (Standard or HA) PrepareData(rates_total, start_index, open, high, low, close); // 2. Calculate Raw DM and TR int loop_start_dm = MathMax(1, start_index); for(int i = loop_start_dm; i < rates_total; i++) { double high_diff = m_high[i] - m_high[i-1]; double low_diff = m_low[i-1] - m_low[i]; m_pDM[i] = (high_diff > low_diff && high_diff > 0) ? high_diff : 0; m_nDM[i] = (low_diff > high_diff && low_diff > 0) ? low_diff : 0; m_TR[i] = MathMax(m_high[i], m_close[i-1]) - MathMin(m_low[i], m_close[i-1]); } // 3. Calculate Smoothed Values (Wilder's Smoothing) int loop_start_smooth = MathMax(m_period, start_index); for(int i = loop_start_smooth; i < rates_total; i++) { if(i == m_period) // Initial Sum { double sum_pdm=0, sum_ndm=0, sum_tr=0; for(int j=1; j<=m_period; j++) { sum_pdm += m_pDM[j]; sum_ndm += m_nDM[j]; sum_tr += m_TR[j]; } m_smoothed_pdm[i] = sum_pdm; m_smoothed_ndm[i] = sum_ndm; m_smoothed_tr[i] = sum_tr; } else // Wilder's Smoothing { m_smoothed_pdm[i] = m_smoothed_pdm[i-1] - (m_smoothed_pdm[i-1] / m_period) + m_pDM[i]; m_smoothed_ndm[i] = m_smoothed_ndm[i-1] - (m_smoothed_ndm[i-1] / m_period) + m_nDM[i]; m_smoothed_tr[i] = m_smoothed_tr[i-1] - (m_smoothed_tr[i-1] / m_period) + m_TR[i]; } } // 4. Calculate +DI and -DI for(int i = loop_start_smooth; i < rates_total; i++) { if(m_smoothed_tr[i] != 0.0) { pdi_buffer[i] = (m_smoothed_pdm[i] / m_smoothed_tr[i]) * 100.0; ndi_buffer[i] = (m_smoothed_ndm[i] / m_smoothed_tr[i]) * 100.0; } else { pdi_buffer[i] = 0.0; ndi_buffer[i] = 0.0; } } } //+------------------------------------------------------------------+ //| Prepare Data (Standard) | //+------------------------------------------------------------------+ void CDMIEngine::PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { for(int i = start_index; i < rates_total; i++) { m_high[i] = high[i]; m_low[i] = low[i]; m_close[i] = close[i]; } } //+==================================================================+ //| CLASS 2: CDMIEngine_HA (Heikin Ashi) | //+==================================================================+ class CDMIEngine_HA : public CDMIEngine { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[]; // Only need open buffer for calc, others map to base members protected: virtual void PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Prepare Data (Heikin Ashi) | //+------------------------------------------------------------------+ void CDMIEngine_HA::PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); ArraySetAsSeries(m_ha_open, false); } // Calculate HA and store directly into base class buffers (m_high, m_low, m_close) m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_high, m_low, m_close); } #endif // DMI_ENGINE_MQH //+------------------------------------------------------------------+